Showing 1 - 10 of 1,696
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10010271244
This paper proposes sequential matching and inverse selection probability weighting to estimate dynamic causal effects. The sequential matching estimators extend simple, matching estimators based on propensity scores for static causal analysis that have been frequently applied in the evaluation...
Persistent link: https://www.econbiz.de/10010261808
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10010268488
estimate a panel data model where immigrants can choose whether to stay or leave a country. The model is estimated using the … German Socio-Economic Panel (GSOEP). Outmigrants are found to have significantly lower labor market earnings and work …
Persistent link: https://www.econbiz.de/10010261828
A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...
Persistent link: https://www.econbiz.de/10010269313
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10010282124
This paper discusses the evaluation problem using observational data when the timing of treatment is an outcome of a stochastic process. We show that the duration framework in discrete time provides a fertile ground for effect evaluations. We suggest easy-to-use nonparametric survival function...
Persistent link: https://www.econbiz.de/10010261825
matching, the correlation between the contribution of workers' attributes to wages and that of jobs' attributes can vary from …
Persistent link: https://www.econbiz.de/10010274700
We analyse the effects of government-sponsored training for the unemployed conducted during East German transition. For the microeconometric analysis, we use a new, large and informative administrative database that allows us to use matching methods to reduce potential selection bias, to study...
Persistent link: https://www.econbiz.de/10010269226
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …
Persistent link: https://www.econbiz.de/10010268162